Narrow search
Showing 1 - 6 of 6
Cover Image
Analysing the return distribution of Australian stocks : the CAPM, factor models and quantile regressions
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: Global business & economics review 15 (2013) 1, pp. 88-109
Persistent link: https://www.econbiz.de/10009708736
Cover Image
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar; Allen, David E.; Powell, Robert - In: Applied economics 49 (2017) 45, pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Cover Image
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - In: Applied economics 50 (2018) 7, pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Cover Image
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - In: Applied economics 49 (2017) 7, pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
Cover Image
Daily market news sentiment and stock prices
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - In: Applied economics 51 (2019) 30, pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
Cover Image
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Applied economics 49 (2017) 31/33, pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739